-19.7%
TSN vs NWSA
+40.1%
-59.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -7.3% | -3.1% | -4.2% | -6.6% |
| 30D | -8.6% | +4.3% | -12.9% | -9.6% |
| 3M | -7.5% | +9.2% | -16.7% | -9.6% |
| 6M | -14.1% | +21.6% | -35.7% | -18.3% |
| YTD | -9.4% | +14.2% | -23.7% | -12.7% |
| 1Y | -4.1% | +1.8% | -5.8% | -5.1% |
| 3Y | +10.3% | +44.4% | -34.1% | -1.4% |
| 5Y | -19.7% | +41.0% | -60.7% | -29.2% |
| All | -19.7% | +40.1% | -59.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling